+83.1%
IVV vs CME
+78.2%
+4.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +0.1% | +6.2% | -6.2% | -0.9% |
| 3M | +2.0% | +10.4% | -8.4% | +0.2% |
| 6M | +13.0% | -9.5% | +22.6% | +15.2% |
| YTD | +13.6% | +6.0% | +7.6% | +11.6% |
| 1Y | +20.1% | +9.3% | +10.8% | +17.0% |
| 3Y | +77.6% | +57.7% | +19.9% | +51.5% |
| All | +83.1% | +78.2% | +4.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling